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On superlinear convergence of quasi-Newton methods for nonsmooth equations
Authors:Liqun Qi
Affiliation:aSchool of Mathematics, The University of New South Wales, Sydney, NSW 2052, Australia
Abstract:We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.
Keywords:Nonsmooth equations  Quasi-Newton methods  The Broyden method  Superlinear convergence
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